Guy-Niklas BrunotteOtto-Friedrich-Universität Bamberg · Institut für Statistik und Ökonometrie
Guy-Niklas Brunotte
Master of Science
About
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Introduction
My name is Guy-Niklas Brunotte. My research interests are machine learning, time series analysis and non-parametric statistics. In particular, i investigate locally stationary processes and their application to financial time series.
Currently, i am working at the University of Bamberg.
Education
October 2017 - October 2019
Publications
Publication (1)
The present work introduces a consistent, asymptotic level
alpha test that examines whether two locally stationary processes
are asymptotically independent at the same point
in time. Thereby, the test procedure is obtained by using
a characteristic function-based test statistic and adapting
the dependent wild bootstrap to the locally stationary sit...